I'm Derek, a professor at NYU teaching Machine Learning in Financial Engineering
- My interests are in synthetic data generation, agent-based simulators, and asset management using machine learning.
- I have worked on projects at HSBC, G-Research, Alan Turing Insitute, Oxford-MAN Institute and other large quantitative funds.
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Since joining Github, I pushed 9103 commits, opened 207 issues, received 21556 stars across 68 personal projects and contributed to 38 public repositories. |
Everything listed here is available under Unlicense
My research has been used by large institutional banks and quantitative hedge funds (see SSRN).
- DeltaPy (12,409 Downloads) โ First tabular data augmentation package in Python (market data) [code][report]
- PandaPy (21,163 Downloads) โ Pandas alternative that mimics โStructsโ in the C Language (market data) [code][report]
- AtsPy (53,147 Downloads) โ First automated time series package in Python (alternative data) [code][report]
- DataGene (4,246 Downloads) โ First package assessing dataset similarity (market data) [code][report]
- MLAM (35,409 Downloads) โ First repository for machine learning in asset management (market data) [code][report]
Other packages under this license include MTSS-GAN [code][report], the first multivariate conditional time series generator, FairPut [code][report], a FAIR package using LightGBM, and PandasVault [code], an advanced Pandas repository.
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